+267.9%
BN vs WST
+441.1%
-173.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +5.3% | -3.1% | +8.5% | +6.2% |
| 30D | +11.9% | +9.1% | +2.8% | +9.5% |
| 3M | -5.7% | +14.7% | -20.4% | -9.1% |
| 6M | -10.6% | +28.0% | -38.6% | -16.4% |
| YTD | -9.4% | +45.6% | -55.0% | -18.5% |
| 1Y | -8.8% | +45.7% | -54.4% | -18.1% |
| 3Y | +95.6% | +21.1% | +74.5% | +70.2% |
| 5Y | +30.2% | +0.3% | +29.8% | +16.9% |
| All | +267.9% | +441.1% | -173.2% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling